S&P GSCI Wheat Index GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, December 31st, 2025:18.29% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0263 | 19.27 | |
| 0.0584 | 24.65 | |
| 0.9449 | 656.66 | |
| -0.0252 | -6.78 |
Estimation Period:
Jan 2, 1990 to Dec 26, 2025
Jan 2, 1990 to Dec 26, 2025
News Impact Curve
Volatility Forecasts
Other S&P GSCI Wheat Index Analyses
Other GJR-GARCH Analyses on Commodities